+8,680.0%
SHOP vs BAX
-15.6%
+8,695.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.1% |
| 30D | -16.7% | +6.3% | -23.0% | -19.3% |
| 3M | -2.2% | -4.6% | +2.4% | -0.4% |
| 6M | +45.6% | +50.4% | -4.8% | +19.0% |
| YTD | -7.3% | +38.0% | -45.3% | -22.5% |
| 1Y | -6.1% | +44.6% | -50.7% | -23.6% |
| 3Y | +143.3% | -15.1% | +158.5% | +141.3% |
| 5Y | +0.2% | -63.3% | +63.4% | +55.9% |
| 10Y | +3,663.5% | -34.4% | +3,697.9% | +3,579.7% |
| All | +8,680.0% | -15.6% | +8,695.6% | +7,993.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling